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The marcus evans financial training division is a market leading provider of practical and interactive training courses, tailored to the specific requirements of industry practitioners from the financial sector.

For over 20 years we have been developing courses of the highest calibre for industry practitioners. Our clients' increasing demands for high quality hands-on training, drives our focused output. Thorough research ensures their applicability to your current business concerns.

Training courses are being offered on a world-wide basis from our production offices across Europe, the US, Africa and the Asia-Pacific region. This international network affords a global view of emerging training needs in the most dynamic industries. We only use the world’s leading trainers who have been formally assessed and recommended by industry leaders. They all come equipped with many years of hands-on experience working at leading financial institutions. This ensures a unique teaching experience for the attendees.

Our public courses are also an ideal opportunity to meet and network with other industry professionals from leading financial institutions. In addition all of our courses can be delivered in-house at your premises. This enables you to customise the course content to match the specific requirements of your organisation.

  • Deposit Modeling
    Discover a comprehensive perspective on modeling non-maturity deposit behaviors that will change the way you use your Asset/Liability Management, Funds Transfer Pricing, Profitability and Stress Testing Models
    Miami, FL 24-25 Jul 2014
  • Meeting the Challenges of Risk Data Aggregation & Reporting
    The Basel Committee and the Financial Stability Board expert that banks will comply with new risk data aggregation and risk reporting principles and global legal entity identification standards by 2016.
    Venue to be confirmed 30 Jul-1 Aug 2014
  • Deposit Management & Bank Funding Workshop
    Understand developments in modelling non-maturity current and savings deposits
    Venue to be confirmed, Singapore 7-8 Aug 2014
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    Venue to be confirmed 1-2 Sep 2014
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    Venue to be confirmed, Hong Kong 4-5 Sep 2014
  • China Capital Market Deregulation and Cross-Border Investment Workshop
    Gain insight into the various financial reforms and what immediate and longer-term business opportunities they create for international financial market players.
    London 8-9 Sep 2014
  • Implementing Operational Risk Programs in Consideration of Basel II / III
    Creating an effective Process for Developing and Implementing an ERM Framework – for Operations Risk that is aligned with the Business Requirements for BASEL II / III , COSO II and Sarbanes Oxley
    Chicago, IL - NBC Tower 9-10 Sep 2014
  • The Impact of Dodd Frank and EMIR on Non-US Financial Institutions
    An exclusive two day course focusing on gaining an understanding of regulation such as Dodd Frank, EMIR, and MiFID II on APAC markets, with a third day focusing specifically on the importance and impact of the Volcker Rule
    Venue to Be Confirmed, 10-12 Sep 2014
  • Integrating Funds Transfer Pricing and ALM
    “Discover a valuable perspective on risk management that can impact the design and governance of your Funds Transfer Pricing process.”
    Downtown Conference Center, New York 11-12 Sep 2014
  • Challenges in Bank Funding and Balance Sheet Management
    Understand global regulatory changes and the increasing bank balance sheet and business model challenges
    Johannesburg 11-12 Sep 2014
  • Model Validation Workshop: A Practioners Guide to Best Practices
    Gain an understanding of different approaches to model validation as currently practiced in leading financial institutions
    Downtown Conference Center, New York, NY 11-12 Sep 2014
  • Stress Testing: A New Way of Thinking
    Build a sound and forward-looking stress framework while leveraging the existing best market practices to approach the problem
    Central London 11-12 Sep 2014
  • Advanced Corporate Cash & Liquidity Management
    Optimising performance of corporate treasuries by strategically managing key financial risk exposures and enhancing liquidity management to improve business profitability
    Venue to be confirmed, Sydney 11-12 Sep 2014
  • Tackling Inflation Derivatives
    Products, Models, Pricing and Risk Management
    Central London 15-16 Sep 2014
  • Counterparty Credit Risk & CVA under Basel 3
    The role of CVA under the new Basel 3 regulations
    Central London 15-16 Sep 2014
  • Stress Testing : A New Way of Thinking
    Build a sound and forward-looking stress framework while leveraging the existing best market practices to approach the problem
    Venue to be confirmed, Dubai 15-16 Sep 2014
  • The Impact of Dodd Frank and EMIR on Non-US Financial Institutions
    An exclusive two day course focusing on gaining an understanding of regulation such as Dodd Frank, EMIR, and MiFID II on APAC markets, with a third day focusing specifically on the importance and impact of the Volcker Rule.
    Venue to be Confirmed, Hong Kong 15-17 Sep 2014
  • ERM Masterclass: A Strategic Tool for Hedging Performance Disruption
    Ensuring practical and effective actions that impact Risk Appetite and Tolerance
    Chicago - NBC Tower 18-19 Sep 2014
  • A Practical Guide to Managing Vendor Risk: Mastering Third Party Strategic Relationships
    A course providing insight into the new OCC due diligence specification and arming practitioners with tangible tools to manage day to day vendor challenges.
    New York City 18-19 Sep 2014
  • A Practical Approach to Operational Risk Management
    Focus your efforts to ensure you meet your business and regulatory requirements
    Downtown Conference Center, New York 22-23 Sep 2014
  • OTC Derivative Documentation
    Managing derivative contracts, clearing, and collateral after Dodd Frank, EMIR, and Basel III
    Miami, FL 29-30 Sep 2014
  • Meeting the Challenges of Risk Data Aggregation and Reporting
    The Basel Committee and the Financial Stability Board expect that banks will comply with new risk data aggregation and risk reporting principles and global legal entity identification standards by 2016. What does that mean for your bank?
    Downtown Conference Center, New York 2-3 Oct 2014
  • Meeting the Challenges of Risk Data Aggregation & Reporting
    The Basel Committee and the Financial Stability Board expect that banks will comply with new risk data aggregation and risk reporting principles and global legal entity identification standards by 2016. What does that mean for your bank?
    venue to be confirmed 6-7 Oct 2014
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    Central London 6-7 Oct 2014
  • Core Deposits: Connecting the Dots on Risk Management, Profitability and Pricing
    Integrating the bank’s risk measures, the regulators guidelines and the customers perspectives to deliver business results and stability
    London 6-7 Oct 2014
  • Economic Capital and Applied Credit Portfolio Management
    Obtain mastery of the advanced principles of economic capital management and applied examples of economic capital management for credit portfolio management
    New York City 16-17 Oct 2014
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    Stockholm 20-21 Oct 2014
  • REMIT: What is it and how do we comply?
    A look at the REMIT rules, with a focus on trade reporting and practical implementation of the rules, including an overview of trade surveillance schemes
    London 20-21 Oct 2014
  • Regulatory Requirement - Basel III, CRD IV, RWAs and the Capital, Leverage and Liquidity Ratios
    With advanced sessions on calculation methodology for RWAs
    London 20-21 Oct 2014
  • Equity Structured Products: Pricing & Risk Management
    Gain an in-depth understanding of pricing and hedging complex structured products
    London 27-28 Oct 2014
  • Collateral Optimisation and Central Counterparty Clearing
    Working towards a comprehensive, firm-wide, collateral management education to optimize collateral use throughout the organization
    Miami 27-28 Oct 2014
  • Practical Model Validation
    Developing a holistic view of model validation by tackling challenges related to model validation from the technical, regulatory and management perspective.
    Venue to be confirmed 27-28 Oct 2014
  • Practical Model Validation
    Developing a holistic view of model validation by tackling challenges related to model validation from the technical, regulatory and management perspective
    Venue to be confirmed, Hong Kong 30-31 Oct 2014
  • Volatility and Correlation in the Energy Market
    Explore sophisticated stochastic models for the energy markets: Stochastic volatility, correlation, forward curves, spread options, and temperature derivatives
    London 10-11 Nov 2014
  • New Variables in Pricing Derivatives: Incorporating Collateral & Funding
    A 2 day course which examines going beyond the silo approach of individual topics by putting together the impact of CVA, DVA, Collateral Management and FVA into the practical environment of the bank.
    Venue to be Confirmed, 10-11 Nov 2014
  • New Variables in Pricing Derivatives: Incorporating Collateral & Funding
    A 2 day course which examines going beyond the silo approach of individual topics by putting together the impact of CVA, DVA, Collateral Management and FVA into the practical environment of the bank.
    Venue to be confirmed, Hong Kong 13-14 Nov 2014
  • Real Time Reputation Management and Crisis Communication
    Re-inventing the crisis communication and crisis mitigation approach through emerging platforms and innovative communication channels
    Venue to be confirmed, Melbourne 13-14 Nov 2014
  • Volatility and Correlation in the Energy Market
    Advances in pricing, modelling, and trading
    Stockholm 13-14 Nov 2014
  • Moving from VaR to Expected Shortfall: What lurks beyond the threshold?
    Understand the implications of moving from VaR to Expected Shortfall, from the perspectives of regulators, risk managers and quantitative analysts
    Berlin 17-18 Nov 2014
  • Funds Transfer Pricing
    Examination of the elements used to assess demonstrable cost and the allocation of that cost to business lines
    Central London 17-18 Nov 2014
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    New York City 17-18 Nov 2014
  • FATCA for LATAM Firms
    Understanding the implications of FATCA and the impacts on existing client onboarding, identification, documentation, and reporting procedures
    Miami, FL 20-21 Nov 2014
  • Dodd Frank and EMIR for Non-US Derivative
    An in-depth and interactive review of derivative market reforms impacting Latin American entities outside of the United States
    Miami, FL 20-21 Nov 2014
  • Managing Cross System Risks in Payments and Settlements
    Understanding and managing potential contagion in the global financial infrastructure and how it directly affects your institution
    London 24-25 Nov 2014
  • Stochastic Dynamic Programming for the Energy Sector
    Implementing Stochastic Dynamic Programming for energy sector assets
    Central London 27-28 Nov 2014
  • The Great Unwind: Preparing for a Fed Exit
    Strategically prepare your bank for upcoming rate hikes by looking at advanced ALM and BSM methodologies.
    New York 1-2 Dec 2014
  • The Great Unwind: Preparing for a Fed Exit
    Strategically prepare your bank for upcoming rate hikes by looking at advanced ALM and BSM methodologies
    Miami 8-9 Dec 2014
  • Forecasting of Energy Prices and Weather for Risk Management and Derivative Pricing
    Advanced models and econometric methods for forecasting energy prices and weather with case studies in the R open source programming language
    London 2-3 Feb 2015
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